+258.5%
BN vs BMRN
-29.6%
+288.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | -14.5% | -6.5% | -8.0% | -13.0% |
| 3M | -15.0% | +18.3% | -33.2% | -19.0% |
| 6M | -5.4% | +8.9% | -14.3% | -8.2% |
| YTD | -16.4% | +10.5% | -27.0% | -19.4% |
| 1Y | -16.2% | +17.5% | -33.7% | -21.1% |
| 3Y | +67.5% | -27.7% | +95.2% | +76.3% |
| 5Y | +34.1% | -15.8% | +49.9% | +33.3% |
| All | +258.5% | -29.6% | +288.1% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling